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Estimation
465
Schätzung
461
Estimation theory
244
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244
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199
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199
Volatility
139
Volatilität
139
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Todorov, Viktor
15
Bollerslev, Tim
11
Tauchen, George Eugene
11
Linton, Oliver
10
Andersen, Torben
8
Phillips, Peter C. B.
8
Su, Liangjun
8
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7
Aït-Sahalia, Yacine
6
Koop, Gary
6
Taylor, Robert
6
Diebold, Francis X.
5
Gao, Jiti
5
Ghysels, Eric
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Meddahi, Nour
5
Mykland, Per A.
5
Shephard, Neil G.
5
Shin, Yongcheol
5
Timmermann, Allan
5
Zakoïan, Jean-Michel
5
Baltagi, Badi H.
4
Bandi, Federico M.
4
Cai, Zongwu
4
Callaway, Brantly
4
Demetrescu, Matei
4
Francq, Christian
4
Gallant, A. Ronald
4
Gouriéroux, Christian
4
Heckman, James J.
4
Hsiao, Cheng
4
Li, Kunpeng
4
McAleer, Michael
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Rodrigues, Paulo M. M.
4
Sasaki, Yuya
4
Steel, Mark F. J.
4
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Conference on Realized Volatility <2006, Montréal>
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
3,187
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3,066
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3,000
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2,621
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2,049
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992
International review of financial analysis
924
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877
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871
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817
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815
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805
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
765
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743
Pacific-Basin finance journal
664
The journal of corporate finance : contracting, governance and organization
657
The journal of finance : the journal of the American Finance Association
621
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Journal of international money and finance
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527
The North American journal of economics and finance : a journal of financial economics studies
518
MPRA Paper
507
International journal of economics and finance
491
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483
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ECONIS (ZBW)
551
Showing
1
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10
of
551
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1
The detection and
estimation
of long memory in stochastic volatility
Breidt, F. Jay
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
Saved in:
2
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Saved in:
3
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
4
The long and the short of the risk-return trade-off
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 580-592
Persistent link: https://www.econbiz.de/10011499780
Saved in:
5
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
6
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
7
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
8
Asset-pricing anomalies at the firm level
Cederburg, Scott
;
O'Doherty, Michael
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10011349540
Saved in:
9
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
10
A reexamination of stock return predictability
Choi, Yongok
;
Jacewitz, Stefan
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 168-189
Persistent link: https://www.econbiz.de/10011617132
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